J.O.
Don't use the kind that go IN the carseat, which are most of them. Those come between the child and the straps.
You can use one that goes OVER the carseat. Those are great and safe!
We don't allow winter coats in the carseat or booster (or even for me in the car; I unzip so the belt goes over my body, not the coat), but we do layers and a thin fleece coat. When we get out, we put our coats on. As infants, it's easy if they have the fleece thing that goes over the carseat. Best time, in my opinion!